Login / Signup
An efficient Monte Carlo simulation for new uncertain Heston-CIR hybrid model.
Behrouz Fathi-Vajargah
Mohammad Mirzazadeh
Sara Ghasemalipour
Published in:
Soft Comput. (2021)
Keyphrases
</>
hybrid model
monte carlo simulation
monte carlo
markov chain
artificial neural networks
hybrid models
back propagation neural network
support vector regression
forecasting accuracy
support vector machine svm
data sets
long term
additive model
decision trees
arima model
var model